Read our eBooks and white papers below to find out some of the details behind our analytics.

A Marriage Overdue: Risk and Bond Structuring

Although bond structuring strategies and risk management strategies are interdependent, analysts have traditionally used separate, disparate tools for developing these solutions, with suboptimal results. Our new patent-pending analytics marry these processes by evaluating funding and risk decisions together. Tax-exempt issuers can now greatly lower their expected cost per unit of risk by evaluating both bond and derivative strategies within a single problem statement.

Cash Flow at Risk (CFaR)

This article details a methodology for calculating Cashflow at Risk (CFaR) as an alternative to fixed/floating mix, explains CFaR's intuitive meaning graphically, and, using CFaR, compares different financial instrument portfolios through changing market expectations and model assumptions.

The Time Has Come: Interest Rate Modeling for Liability Management

Read about the workings of a simple but powerful and general interest rate model.

Models for Simulating SIFMA and LIBOR Interest Rates

Explore the historic dynamics of tax-exempt/taxable interest rates with an eye towards model development and parameterization.

All Intuitive Analytics white papers are offered in Adobe® PDF format.